Recurrent formulae and the Bellman principle in the Monte Carlo method (Q4697720)
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scientific article; zbMATH DE number 749436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrent formulae and the Bellman principle in the Monte Carlo method |
scientific article; zbMATH DE number 749436 |
Statements
Recurrent formulae and the Bellman principle in the Monte Carlo method (English)
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8 May 1995
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collision estimate
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Monte Carlo method
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nonlinear integral equations
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Bellman principle
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global estimation
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embedding theorems
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